\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &       0.705&       1.945&       2.330&       1.081&       0.246&       2.292&      -1.409&       0.182&       0.860\\
                &     (0.721)&     (1.209)&     (0.731)&     (0.967)&     (1.171)&     (1.009)&     (2.829)&     (0.805)&     (0.447)\\
[1em]
Fwd. CIP Ret. PC1&      -0.192&     -0.0677&     -0.0254&      -0.114&     -0.0581&     -0.0331&       0.182&     -0.0197&     -0.0620\\
                &     (0.113)&    (0.0678)&    (0.0454)&    (0.0444)&    (0.0126)&     (0.141)&     (0.227)&    (0.0526)&    (0.0133)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.029&       0.034&       0.068&       0.038&       0.008&       0.016&       0.063&       0.201&            \\
H1 p-value      &       0.461&       0.431&       0.046&       0.343&       0.217&       0.083&       0.510&       0.741&       0.243\\
KZ p-value      &       0.083&       0.230&       0.055&       0.016&       0.000&       0.819&       0.836&       0.493&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         114&         114&         114&         114&         114&         114&         114&         114&            \\
N (mean, mos.)  &         376&         300&         434&         288&         114&         186&        1121&         347&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
